-17.9%
CLS vs LBRT
-17.1%
-0.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.9% |
| 7D | +16.3% | +9.2% | +7.1% | +12.0% |
| 30D | -25.7% | -27.5% | +1.9% | -15.6% |
| 3M | -30.9% | -37.9% | +7.0% | -17.4% |
| 6M | -35.5% | -60.7% | +25.2% | -15.0% |
| YTD | -18.7% | -28.5% | +9.8% | -22.7% |
| 1Y | -17.9% | -13.2% | -4.7% | -42.7% |
| All | -17.9% | -17.1% | -0.8% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling